Q2 2015 Holdings
Filed 2015-08-10 | 124 holdings | $2.4M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Johnson & Johnson | SDCV 7/2 | 02261WAB5 | $151.5K | $112,904,000 | 6.4% |
| Stanley Black & Decker Inc. | UNIT 99/99/9999 | 854502309 | $132.0K | 912,886 | 5.6% |
| Teva Pharm | DBCV 0.250% 2/0 | 88163VAE9 | $128.3K | $91,577,000 | 5.4% |
| Rayonier Inc | NOTE 4.500% 8/1 | 75508AAC0 | $106.0K | $96,515,000 | 4.5% |
| Intel Corporation | SDCV 3.250% 8/0 | 458140AF7 | $104.4K | $68,599,000 | 4.4% |
| Laboratory Corp of Amer Hldgs | NOTE 9/1 | 50540RAG7 | $98.6K | $60,465,000 | 4.2% |
| Liberty Media | NOTE 1.375%10/1 | 531229AB8 | $98.1K | $103,253,000 | 4.1% |
| Prospect Capital Corporation | NOTE 4.750% 4/1 ADDED | 74348TAQ5 | $89.2K | $94,618,000 | 3.8% |
| Developers Diversified Realty Corp | NOTE 1.750%11/1 | 251591AX1 | $88.7K | $81,766,000 | 3.7% |
| Priceline.com | DEBT 1.000% 3/1 | 741503AQ9 | $87.6K | $65,909,000 | 3.7% |
| Royal Gold Inc | NOTE 2.875% 6/1 | 780287AA6 | $77.0K | $75,245,000 | 3.3% |
| Xilinx Inc | NOTE 2.625% 6/1 | 983919AF8 | $67.2K | $43,393,000 | 2.8% |
| Stillwater Mining Co. | NOTE 1.750%10/1 | 86074QAL6 | $59.7K | $55,931,000 | 2.5% |
| Health Care REIT Inc | PFD PER CON I | 42217K601 | $59.6K | 1,000,000 | 2.5% |
| Nvidia Corp | NOTE 1.000%12/0 | 67066GAC8 | $41.0K | $35,610,000 | 1.7% |
| Micron Technology Inc | NOTE 3.000%11/1 | 595112AY9 | $40.5K | $44,750,000 | 1.7% |
| TPG Specialty Lending Inc. | NOTE 4.500%12/1 ADDED | 87265KAB8 | $39.2K | $38,990,000 | 1.7% |
| RTI International Metals Inc. | NOTE 3.000%12/0 | 74973WAA5 | $39.0K | $37,838,000 | 1.6% |
| Kinder Morgan Energy Partners | *W EXP 05/25/201 | 49456B119 | $37.3K | 13,811,679 | 1.6% |
| Medicines Company | DBCV 1.375% 6/0 | 584688AC9 | $36.9K | $30,960,000 | 1.6% |
| Keyw Holding Corp. | NOTE 2.500% 7/1 | 493723AA8 | $35.3K | $41,000,000 | 1.5% |
| New York Community Bancorp Trust | UNIT 11/01/2051 | 64944P307 | $34.9K | 684,647 | 1.5% |
| Colony Capital Inc | NOTE 3.875% 1/1 | 19624RAB2 | $34.0K | $33,700,000 | 1.4% |
| United States Steel Corp | NOTE 2.750% 4/0 | 912909AH1 | $32.2K | $29,075,000 | 1.4% |
| Janus Capital Group Inc | NOTE 0.750% 7/1 | 47102XAH8 | $30.0K | $18,587,000 | 1.3% |
| Carriage Services | NOTE 2.750% 3/1 ADDED | 143905AM9 | $27.5K | $22,990,000 | 1.2% |
| Wells Fargo & Company(WFC) | PERP PFD CNV A | 949746804 | $26.8K | $22,692 | 1.1% |
| Kcap Financial Inc | NOTE 8.750% 3/1 | 500233AB7 | $26.2K | $25,210,000 | 1.1% |
| Macquarie Infrastructure Company LLC | NOTE 2.875% 7/1 | 55608BAA3 | $25.1K | $21,283,000 | 1.1% |
| RTI International Metals Inc. | NOTE 1.625%10/1 | 74973WAB3 | $23.2K | $21,338,000 | 1.0% |
| B2gold Corporation | NOTE 3.250%10/0 | 11777QAB6 | $20.2K | $22,525,000 | 0.9% |
| Greenbrier Companies | NOTE 3.500% 4/0 | 393657AH4 | $19.3K | $15,465,000 | 0.8% |
| Resource Capital Corporation | NOTE 8.000% 1/1 | 76120WAB0 | $19.0K | $20,000,000 | 0.8% |
| Callaway Golf Company | NOTE 3.750% 8/1 | 131193AC8 | $18.7K | $15,118,000 | 0.8% |
| Portfolio Recovery Associates Inc. | NOTE 3.000% 8/0 | 73640QAB1 | $18.6K | $16,250,000 | 0.8% |
| Alaska Communications Systems Group Inc | NOTE 6.250% 5/0 | 01167PAE1 | $18.4K | $17,998,000 | 0.8% |
| General Motors Corp | *W EXP 07/10/201 | 37045V126 | $16.4K | 1,026,977 | 0.7% |
| AIR Lease Corporation | NOTE 3.875%12/0 | 00912XAK0 | $16.1K | $12,100,000 | 0.7% |
| Spectranetics Corporation | MTNF 2.625% 6/0 | 84760CAA5 | $15.0K | $14,465,000 | 0.6% |
| Iconix Brand Group Inc | NOTE 1.500% 3/1 | 451055AF4 | $14.6K | $14,275,000 | 0.6% |
| Cowen Group Inc. | NOTE 3.000% 3/1 | 223622AB7 | $13.7K | $10,510,000 | 0.6% |
| BGC Partners Inc. | NOTE 4.500% 7/1 | 05541TAD3 | $12.5K | $11,803,000 | 0.5% |
| Alon USA Energy Inc. | NOTE 3.000% 9/1 | 020520AB8 | $11.8K | $8,435,000 | 0.5% |
| UTI Worldwide | NOTE 4.500% 3/0 | 90349LAB0 | $11.2K | $10,770,000 | 0.5% |
| American International Group | *W EXP 01/19/202 | 026874156 | $11.0K | 395,318 | 0.5% |
| Dealertrack Technologies Inc | NOTE 1.500% 3/1 | 242309AB8 | $10.9K | $6,440,000 | 0.5% |
| Amyris Inc. | NOTE 6.500% 5/1 ADDED | 03236MAC5 | $10.5K | $15,000,000 | 0.4% |
| Newmont Mining Corp | NOTE 1.625% 7/1 | 651639AJ5 | $10.0K | $9,875,000 | 0.4% |
| Workday Inc | NOTE 0.750% 7/1 | 98138HAC5 | $9.8K | $8,700,000 | 0.4% |
| PDL Biopharma Inc | NOTE 4.000% 2/0 | 69329YAF1 | $9.3K | $9,870,000 | 0.4% |